Astronomers say that the structure of the universe looks something like this:
The red filaments in this picture corresponds to concentrations of matter (i.e., a lot of galaxies). Bright point-like sources correspond to very massive clusters of galaxies. Dark bubble-like areas are "voids", areas where there is little matter and very few galaxies.
Astronomers are confident that galaxies tend to cluster. You can actually see that in the image that Paul posted. Look at the upper left corner of the picture. You should be able to see at least seven blue-white dots in a nice straight line. Those dots are almost certainly galaxies that belong together, and which are all situated at more or less the same distance from us (really far away). Now look at the area at the top of the image. There are a number of galaxies there that look very slightly brighter than the galaxies on the upper left. These could belong to another "filament of galaxies", but they could also belong to the same filament as the ones on the upper left.
To the upper right there are four whitish galaxies, much brighter than the ones on the upper left. These four relatively bright galaxies undoubtedly belong together, and they are much closer than the faint ones on the upper left. The two or three white galaxies to the right of the big central yellow galaxy probably belong to the same group as the four on the upper right. These relatively bright white galaxies make up another filament.
Once again, galaxies cluster together. They are attracted by their mutual gravity. But as galaxies pull on each other, creating concentrations of matter, they leave voids behind. The void that astronomers recently found is the biggest they've ever seen, but it is really just one void of very, very many.
Ann